+7,965.7%
NVO vs CIEN
+195.5%
+7,770.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +6.3% | -9.4% | -3.5% |
| 7D | +0.1% | -5.3% | +5.4% | +0.4% |
| 30D | -3.2% | -17.2% | +14.0% | -2.2% |
| 3M | +11.5% | -26.9% | +38.4% | +13.3% |
| 6M | +22.9% | +16.0% | +6.9% | +19.8% |
| YTD | -6.8% | +45.9% | -52.7% | -11.0% |
| 1Y | -12.6% | +186.8% | -199.4% | -20.9% |
| 3Y | -49.6% | +607.8% | -657.4% | -58.1% |
| 5Y | +0.6% | +506.7% | -506.2% | -16.2% |
| 10Y | +148.3% | +1,438.7% | -1,290.5% | +89.3% |
| All | +7,965.7% | +195.5% | +7,770.2% | +5,293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling